As evengugg says, your machine uses a PCI-E not AGP expansion slot, which is a real bonus because AGP cards are both expensive and can have drive issues.
Look at the following: Nvidia: 9500 and 9400. ATI: HD4670, 4650 or 4550. None of them require an extra power lead connector and should be a simple job to install.
If you are not gaming look to price and warranty as most importaint rather than flashy coolers or overclocked units.
And check it will fit your case, some Dells use slim cases that require low profile cards.